+556.1%
PBR vs ECL
+25.4%
+530.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +0.3% | -2.7% | +3.1% | +0.5% |
| 30D | +17.5% | -4.3% | +21.8% | +17.8% |
| 3M | +20.9% | +3.2% | +17.7% | +20.3% |
| 6M | +20.2% | -2.9% | +23.1% | +20.4% |
| YTD | +84.3% | +4.3% | +80.0% | +82.7% |
| 1Y | +77.1% | +1.6% | +75.5% | +76.0% |
| 3Y | +100.8% | +54.3% | +46.5% | +89.5% |
| 5Y | +556.1% | +26.5% | +529.6% | +574.6% |
| All | +556.1% | +25.4% | +530.7% | +574.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling